Calamos High Risk Adjusted Performance

CHYDX Fund  USD 7.88  0.02  0.25%   
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Calamos High Income has current Risk Adjusted Performance of 0.1821.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1821
ER[a] = Expected return on investing in Calamos High
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Calamos High Risk Adjusted Performance Peers Comparison

Calamos Risk Adjusted Performance Relative To Other Indicators

Calamos High Income is the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  2.13  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Calamos High Income is roughly  2.13 
Compare Calamos High to Peers

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